Bayesian empirical likelihood

By Nicole A. Lazar. 2003

226 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/4982734b3e37ed80c2f82a10c99741c020b025c5

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In Statistics and Probability

Citations in the corpus

Approximate Bayesian inference for quantiles (2005, methodology): “Keywords: Comet assay; Nonparametric; Median regression; Order constraints; Prior elicitation; Quantile regression; Single-cell electrophoresis; Substitution likelihood”
Bayesian Inference from Composite Likelihoods, with an Application to Spatial Extremes (2009, background): “Pauli et al. [2011] independently suggest the adjustment to the composite likelihood called by us the magnitude adjustment in Section 2.”
Prior Distributions From Pseudo-Likelihoods in the Presence of Nuisance Parameters (2009, background): “Articles that are more specifically related to the validation of (1) have been written by Monahan and Boos (1992), Severini (1999), Lazar (2003) and Schennach (2005).”
Can Rare Events Explain the Equity Premium Puzzle (2008, methodology): “…estimation and testing approaches: the Empirical Likelihood (EL) of Owen (1988, 1990, 1991), the Exponential Tilting (ET) of Kitamura and Stutzer (1997), the Bayesian Empirical Likelihood (BEL) of Lazar (2003), and the Bayesian Exponentially Tilted Empirical Likelihood (BETEL) of Schennach (2005).”
Hamiltonian Monte Carlo sampling in Bayesian empirical likelihood computation (2017, methodology): “This is equivalent to using a diagonal mass matrix as shown by Neal (2011), section 5.”
Bayesian composite marginal likelihoods (2011, background): “…Chang and Mukerjee (2006), Ventura Cabras, and Racugno (2009), Racugno, Salvan, and Ventura (2010)); quasi-and empirical likelihoods derived from estimating functions (Lazar (2003), Chernozhukov and Hong (2003), Lin (2006), Greco, Racugno, and Ventura (2008), Ventura, Cabras, and Racugno (2010)).”
Bayesian Estimation and Comparison of Moment Condition Models (2016, background): “Therefore, we need to strengthen the assumptions in order to establish that a stochastic LAN expansion holds for our case. As the next lemma shows, the quantity ∆n,ψ◦ relates to the Schennach (2007)’s ETEL frequentist estimator ψ̂ (whose definition is recalled in (A.”